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    Tugas Statistik Akuntansi 2014 Lampiran: One-Sample Kolmogorov-Smirnov Test

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    The document discusses statistical tests performed on accounting data, including tests for normality, multicollinearity, autocorrelation, and heteroscedasticity. It finds the data satisfies the classic assumptions and then performs multiple linear regression analysis. The regression model is significant and the variables X1, X3, and X4 are also significant predictors of the dependent variable Y.

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    Tugas Statistik Akuntansi 2014 Lampiran: One-Sample Kolmogorov-Smirnov Test

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    The document discusses statistical tests performed on accounting data, including tests for normality, multicollinearity, autocorrelation, and heteroscedasticity. It finds the data satisfies the classic assumptions and then performs multiple linear regression analysis. The regression model is significant and the variables X1, X3, and X4 are also significant predictors of the dependent variable Y.

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    The document discusses statistical tests performed on accounting data, including tests for normality, multicollinearity, autocorrelation, and heteroscedasticity. It finds the data satisfies the classic assumptions and then performs multiple linear regression analysis. The regression model is significant and the variables X1, X3, and X4 are also significant predictors of the dependent variable Y.

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    5 views3 pages

    Tugas Statistik Akuntansi 2014 Lampiran: One-Sample Kolmogorov-Smirnov Test

    Uploaded by

    pujiardarita
    The document discusses statistical tests performed on accounting data, including tests for normality, multicollinearity, autocorrelation, and heteroscedasticity. It finds the data satisfies the classic assumptions and then performs multiple linear regression analysis. The regression model is significant and the variables X1, X3, and X4 are also significant predictors of the dependent variable Y.

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    TUGAS STATISTIK AKUNTANSI 2014

    LAMPIRAN
    4.1. Uji Asumsi Klasik
    4.1.1. Uji Normalitas dengan Kolmogorov-Smirnov
    One-Sample Kolmogorov-Smirnov Test
    Unstandardized
    Residual
    N

    101
    Mean

    Normal Parametersa,b

    0E-7

    Std. Deviation

    Most Extreme Differences

    2,45535639

    Absolute

    ,114

    Positive

    ,114

    Negative

    -,069

    Kolmogorov-Smirnov Z

    1,149

    Asymp. Sig. (2-tailed)

    ,143

    a. Test distribution is Normal.


    b. Calculated from data.

    4.1.2. Uji Non-Kolinieritas Ganda (Multicolinearity)


    Coefficientsa
    Unstandardized

    Standardized

    Coefficients

    Coefficients

    Model
    B
    (Constant)

    Std. Error

    -3,372

    2,027

    X1

    ,410

    ,095

    X2

    ,075

    X3
    X4

    Collinearity
    t

    Sig.

    Beta

    Statistics
    Tolerance

    VIF

    -1,663

    ,099

    ,269

    4,310

    ,000

    ,712

    1,404

    ,107

    ,062

    ,702

    ,484

    ,358

    2,795

    ,388

    ,102

    ,334

    3,801

    ,000

    ,360

    2,779

    ,349

    ,082

    ,357

    4,266

    ,000

    ,396

    2,528

    a. Dependent Variable: Y

    4.1.3. Uji Non-Autokorelasi

    Model Summaryb
    Model

    R Square

    ,856

    Adjusted R

    Std. Error of the

    Square

    Estimate

    ,733

    ,722

    Durbin-Watson

    2,506

    1,744

    a. Predictors: (Constant), X4, X1, X3, X2)


    b. Dependent Variable: Y

    4.1.4. Uji Non-Heteroskedastisitas


    4.1.4.1.
    Uji Park
    Coefficients a

    Model

    Unstandardized Coefficients
    B

    (Constant)

    4.1.4.2.

    Std. Error

    Standardized
    Coefficients

    Sig.

    Beta

    -3,372

    2,027

    -1,663

    X1

    ,410

    ,095

    ,269

    4,310

    X2

    ,075

    ,107

    ,062

    ,702

    X3

    ,388

    ,102

    ,334

    3,801

    X4

    ,349

    ,082

    ,357

    4,266

    Uji Gleiser

    Model

    Unstandardized Coefficients
    B

    (Constant)

    Std. Error
    1,159

    1,011

    X1

    ,125

    ,047

    X2

    -,119

    X3
    X4

    Standardized
    Coefficients

    Sig.

    Beta
    1,147

    ,254

    ,301

    2,631

    ,010

    ,053

    -,360

    -2,229

    ,028

    ,095

    ,051

    ,302

    1,874

    ,064

    -,040

    ,041

    -,151

    -,981

    ,329

    4.2. Analisis Regresi Linier Berganda


    Variables Entered/Removeda

    Model
    1

    Variables

    Variables

    Entered

    Removed

    X4, X1, X3, X2b

    Method
    . Enter

    a. Dependent Variable: Y
    b. All requested variables entered.
    Model Summaryb
    Model

    ,856a

    R Square

    Adjusted R

    Std. Error of

    Square

    the Estimate

    ,733

    ,722

    Durbin-Watson

    2,506

    1,744

    a. Predictors: (Constant), X4, X1, X3, X2


    b. Dependent Variable: Y
    ANOVAa
    Model

    Sum of

    df

    Squares

    Regression
    1Residual
    Total

    Mean Square

    1658,588

    414,647

    602,877

    96

    6,280

    2261,465

    100

    Sig.
    ,000b

    66,027

    a. Dependent Variable: Y
    b. Predictors: (Constant), X4, X1, X3, X2
    Coefficientsa
    Unstandardized

    Standardized

    Coefficients

    Coefficients

    Model
    B
    (Constant)

    Std. Error

    -3,372

    2,027

    X1

    ,410

    ,095

    1X2

    ,075

    X3
    X4

    Sig.

    Beta

    Collinearity Statistics
    Tolerance

    VIF

    -1,663

    ,099

    ,269

    4,310

    ,000

    ,712

    1,404

    ,107

    ,062

    ,702

    ,484

    ,358

    2,795

    ,388

    ,102

    ,334

    3,801

    ,000

    ,360

    2,779

    ,349

    ,082

    ,357

    4,266

    ,000

    ,396

    2,528

    a. Dependent Variable: Y

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